0000949509-13-000013.txt : 20130516
0000949509-13-000013.hdr.sgml : 20130516
20130515190120
ACCESSION NUMBER: 0000949509-13-000013
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130516
DATE AS OF CHANGE: 20130515
EFFECTIVENESS DATE: 20130516
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: OAKTREE CAPITAL MANAGEMENT LP
CENTRAL INDEX KEY: 0000949509
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05050
FILM NUMBER: 13849119
BUSINESS ADDRESS:
STREET 1: 333 S GRAND AVENUE 28TH FL
CITY: LOS ANGELES
STATE: CA
ZIP: 90071
BUSINESS PHONE: 2138306300
MAIL ADDRESS:
STREET 1: 333 S GRAND AVE 28TH FL
CITY: LOS ANGELES
STATE: CA
ZIP: 90071
FORMER COMPANY:
FORMER CONFORMED NAME: OAKTREE CAPITAL MANAGEMENT LLC
DATE OF NAME CHANGE: 20010605
13F-HR
1
r13f3q13holdings.txt
HOLDINGS
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2013
Check here if Amendment [ ] ; Amendment Number
This Amendment (Check only one.) : [ ] is a restatement.
[ ] adds new holding entries.
Institutional Manager Filing this Report:
Name: Oaktree Capital Management, L.P.
Address:333 South Grand Avenue
28 Floor
Los Angeles, CA 90071
13F File Number: 28-5050
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts
of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: [ Eric Tong ]
Title: [ Asst Vice President ]
Phone: [ 213-830-6946 ]
Signature, Place, and Date of Signing:
[ Eric Tong ] Los Angeles, CA [ 5/15/2013 ]
Following a reorganization in May 2007, the ultimate parent company of
Oaktree Capital Management, L.P. is Oaktree Capital Group Holdings GP, LLC.
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT
[ ] 13F NOTICE REPORT
[ ] 13F COMBINATION REPORT
List of Other Managers Reporting for this Manager:
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 188
Form 13F Information Table Value Total x 1000: 4,911,843
List of Other Included Managers:
No. 13F File Number Name
1. 028-12809 Oaktree Capital Group Holdings GP, LLC
2. 028-12810 Oaktree Capital Group Holdings, L.P.
3. 028-12811 Oaktree Capital Group, LLC
4. 028-12812 Oaktree Holdings, Inc.
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTH
NAME OF ISSUER TITLE OF CLASS CUSIP x1000 PRN AMT PRN CALL DSCRETNMGRSSOLE SHARED NONE
AAR CORP CV SR UNSEC NT 000361AK1 7614 7719000PRN DEFINED 1,2,3,4 7719000
AAR CORP CV SR UNSEC NT 000361AM7 19600 20115000PRN DEFINED 1,2,3,4 20115000
ADVANCED MICRO DEVICES CV SR UNSEC NT 007903AL1 14364 14401000PRN DEFINED 1,2,3,4 14401000
AFFILIATED MANAGERS GROU CV SR UNSEC NT 008252AL2 1323 1062000PRN DEFINED 1,2,3,4 1062000
AFFYMETRIX INC CV SR UNSEC NT PNC 00826TAH1 9556 9150000PRN DEFINED 1,2,3,4 9150000
AK STEEL CORP EXCH SR UNSEC NT 001546AP5 26792 28210000PRN DEFINED 1,2,3,4 28210000
ALCATEL-LUCENT USA INC CV SR UNSEC NT SER A 2549463AG2 11349 11818000PRN DEFINED 1,2,3,4 11818000
ALERE INC 3% CV CUM PFD PERP SER01449J204 44220 185800SHR DEFINED 1,2,3,4 185800
ALERE INC CV SR SUB NT 01449JAA3 9695 9794000PRN DEFINED 1,2,3,4 9794000
ALLIANCE HEALTHCARE SERVICESCOMMON STOCK 018606301 36958 4756490SHR DEFINED 1,2,3,4 4756490
ALLIANCE ONE INTL INC CV SR SUB NT 018772AQ6 8963 8876000PRN DEFINED 1,2,3,4 8876000
ALPHA APPALACHIA HOLDING CV SR UNSEC NT 576203AJ2 4418 4553000PRN DEFINED 1,2,3,4 4553000
ALPHA NATURAL RESOURCES CV SR UNSEC NT 02076XAA0 6364 6640000PRN DEFINED 1,2,3,4 6640000
AMERICAN INTERNATIONAL GROUPCOMMON STOCK 026874784 20380 525000SHR DEFINED 1,2,3,4 525000
AMTRUST FINANCIAL SERVICES ICV SR UNSEC NT 032359AC5 28690 20097000PRN DEFINED 1,2,3,4 20097000
ANNALY CAPITAL MGMT CV SR UNSEC NT 035710AB8 13711 13180000PRN DEFINED 1,2,3,4 13180000
APOLLO GLOBAL MANAGEMENT - ACOMMON STOCK 037612306 27050 1250000SHR DEFINED 1,2,3,4 1250000
APOLLO INVESTMENT CORP CV SR UNSEC NT 03761UAE6 2078 1953000PRN DEFINED 1,2,3,4 1953000
ARCELORMITTAL CV SR UNSEC NT 03938LAK0 11338 11000000PRN DEFINED 1,2,3,4 11000000
ARCELORMITTAL MAND 6% CV SR SUB NT L0302D178 53841 2570000PRN DEFINED 1,2,3,4 2570000
Arcos Dorados Holdings Inc Arcos Dorados HoldingsG0457F107 4101 342900SHR DEFINED 1,2,3,4 342900
ARES CAPITAL CORP CV SR UNSEC NT 04010LAB9 1897 1735000PRN DEFINED 1,2,3,4 1735000
ARES CAPITAL CORP CV SR UNSEC NT 04010LAG8 6370 6000000PRN DEFINED 1,2,3,4 6000000
AUXILIUM PHARMACEUTICALS CV SR UNSEC NT 05334DAA5 11602 11500000PRN DEFINED 1,2,3,4 11500000
AV HOMES INC CV SR UNSEC NT 053494AG5 8915 8835000PRN DEFINED 1,2,3,4 8835000
Banco Itau Itau Unibanco Holding 465562106 762 46268SHR DEFINED 1,2,3,4 46268
BGC PARTNERS INC CV SR UNSEC NT 05541TAD3 21046 21276000PRN DEFINED 1,2,3,4 21276000
BOTTOMLINE TECHNOLOGIES CV SR UNSEC NT 101388AA4 25890 22000000PRN DEFINED 1,2,3,4 22000000
BPZ RESOURCES INC CV SR UNSEC NT PNC 055639AB4 31479 36320000PRN DEFINED 1,2,3,4 36320000
BRISTOW GROUP INC CV SR UNSEC NT 110394AC7 9573 8310000PRN DEFINED 1,2,3,4 8310000
BROOKDALE SENIOR LIVING CV SR UNSEC NT 112463AA2 91505 74520000PRN DEFINED 1,2,3,4 74520000
Buenaventura COMPANIA DE MINAS BUEN204448104 5358 149050SHR DEFINED 1,2,3,4 149050
CAESARS ENTERTAINMENT CORP COMMON STOCK 127686103 40252 2537957SHR DEFINED 1,2,3,4 2537957
CAPITAL BANK FINANCIAL-CL A COMMON STOCK 139794101 10568 616949SHR DEFINED 1,2,3,4 616949
CEMEX SAB DE CV CV SUB NT 151290AV5 64431 52171000PRN DEFINED 1,2,3,4 52171000
CEMEX SAB DE CV CV SUB NT 151290BB8 2160 1625000PRN DEFINED 1,2,3,4 1625000
Cemex SA-Sponsored ADR Cemex SA-Sponsored ADR151290889 608 61600SHR DEFINED 1,2,3,4 61600
CHART INDUSTRIES INC CV SR SUB NT 16115QAC4 31388 22943000PRN DEFINED 1,2,3,4 22943000
CHARTER COMMUNICATION-A COMMON STOCK 16117M305 208360 2000000SHR DEFINED 1,2,3,4 2000000
CHESAPEAKE ENERGY CORP CV SR UNSEC NT CPDI 165167BW6 9021 9000000PRN DEFINED 1,2,3,4 9000000
CHESAPEAKE ENERGY CORP CV SR UNSEC NT CPDI 165167BZ9 11588 12000000PRN DEFINED 1,2,3,4 12000000
CHIQUITA BRANDS INTL CV SR UNSEC NT PNC 170032AT3 15596 17183000PRN DEFINED 1,2,3,4 17183000
Cia Brasileira de DistribuicCia Brasileira de Dist20440T201 5910 133138SHR DEFINED 1,2,3,4 133138
CIA Vale Do Rio Vale S.A. 91912E105 9649 460356SHR DEFINED 1,2,3,4 460356
CIENA CORP CV SR UNSEC NT 171779AE1 6341 7000000PRN DEFINED 1,2,3,4 7000000
CIT GROUP INC COMMON STOCK 125581801 17652 405979SHR DEFINED 1,2,3,4 405979
COBALT INTL ENERGY INC CV SR UNSEC NT 19075FAA4 149313 133500000PRN DEFINED 1,2,3,4 133500000
COMMONWEALTH REIT 6.5% CV PERP PFD SER-D203233408 9855 411829SHR DEFINED 1,2,3,4 411829
Companhia Energetica Companhia Energetica A204409601 3648 335944SHR DEFINED 1,2,3,4 335944
Compania De Bebidas Das Ame COMPANHIA DE BEBIDAS S20441W203 691 16448SHR DEFINED 1,2,3,4 16448
CRIMSON EXPLORATION INC COMMON STOCK 22662K207 44401 15524818.9SHR DEFINED 1,2,3,4 15524819
CUMULUS MEDIA INC-CL A COMMON STOCK 231082108 13433 3985983SHR DEFINED 1,2,3,4 3985983
DELPHI AUTOMOTIVE PLC COMMON STOCK G27823106 177600 4000000SHR DEFINED 1,2,3,4 4000000
DENDREON CORP CV SR UNSEC NT 24823QAC1 8200 10250000PRN DEFINED 1,2,3,4 10250000
DFC GLOBAL CORP CV SR UNSEC NT 256664AC7 28602 26190000PRN DEFINED 1,2,3,4 26190000
DOLLAR FINANCIAL CORP CV SR UNSEC NT 256664AB9 5609 5630000PRN DEFINED 1,2,3,4 5630000
DRYSHIPS INC CV SR UNSEC NT 262498AB4 17183 20000000PRN DEFINED 1,2,3,4 20000000
DYNEGY INC COMMON STOCK 26817R108 173314 7224407SHR DEFINED 1,2,3,4 7224407
ELECTRONIC ARTS INC CV SR UNSEC NT 285512AA7 9736 10000000PRN DEFINED 1,2,3,4 10000000
ENDO HEALTH SOLUTIONS IN CV SR SUB NT 29264FAB2 23175 19360000PRN DEFINED 1,2,3,4 19360000
EPR PROPERTIES 5.75% CV PERP PFD SER-26884U208 23839 1037821SHR DEFINED 1,2,3,4 1037821
EPR PROPERTIES 9% CV PERP PFD SER-E R26884U307 3487 107500SHR DEFINED 1,2,3,4 107500
EXCO RESOURCES INC COMMON STOCK 269279402 262234 36778946SHR DEFINED 1,2,3,4 36778946
EXIDE TECHNOLOGIES CV SR SUB FRN 302051AL1 7093 7500000PRN DEFINED 1,2,3,4 7500000
FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 315764 50684485SHR DEFINED 1,2,3,4 50684485
FIRST CITIZENS BCSHS -CL A COMMON STOCK CLASS A 31946M103 10874 62000SHR DEFINED 1,2,3,4 62000
FIVE STAR QUALITY CARE INC CV SR UNSECD NT 33832DAB2 5350 5300000PRN DEFINED 1,2,3,4 5300000
FOREST CITY ENTERPRISES CV SR UNSEC NT PNC 345550AP2 75560 67671000PRN DEFINED 1,2,3,4 67671000
FURNITURE BRANDS INTL INC COMMON STOCK 360921100 2600 2600000SHR DEFINED 1,2,3,4 2600000
GENCO SHIPPING & TRADING LTDCOMMON STOCK Y2685T107 4356 1512532SHR DEFINED 1,2,3,4 1512532
GENERAL CABLE CORP CV SR UNSEC NT 369300AD0 12902 12905000PRN DEFINED 1,2,3,4 12905000
GENERAL MOTORS CO 4.75% MAND CV SER-B JR37045V209 18353 427400SHR DEFINED 1,2,3,4 427400
GENESEE & WYOMING INC 5% CV MAND PFD EQUITY 371559204 59686 462500SHR DEFINED 1,2,3,4 462500
GETTY REALTY CORP COMMON STOCK REIT 374297109 28743 1422221SHR DEFINED 1,2,3,4 1422221
GOLDCORP INC CV SR UNSEC NT 380956AB8 8453 8078000PRN DEFINED 1,2,3,4 8078000
Goldcorp Inc Goldcorp Inc 380956409 5828 158810SHR DEFINED 1,2,3,4 158810
GOODRICH PETROLEUM CORP CV SR UNSEC NT 382410AC2 10451 10454000PRN DEFINED 1,2,3,4 10454000
GREEN PLAINS RENEWABLE ENERGCV SR UNSEC NT PNC 393222AB0 12839 11474000PRN DEFINED 1,2,3,4 11474000
GREENBRIER COS INC CV SR UNSEC NT 393657AH4 21977 21500000PRN DEFINED 1,2,3,4 21500000
GROUP 1 AUTOMOTIVE INC CV SR UNSEC NT (PNC) 398905AE9 41054 35252000PRN DEFINED 1,2,3,4 35252000
Grupo Financiero Santander MGrupo Financiero Santa40053C105 4414 272800SHR DEFINED 1,2,3,4 272800
GT ADV TECHNOLOGIES INC CV SR UNSEC NT 36191UAA4 4293 5500000PRN DEFINED 1,2,3,4 5500000
HANWHA SOLARONE CO LTD CV SR UNSEC NT 83415UAB4 20124 22560000PRN DEFINED 1,2,3,4 22560000
HAWAIIAN HOLDINGS INC CV SR UNSEC NT 419879AD3 1353 1250000PRN DEFINED 1,2,3,4 1250000
HDFC Bank Limited HDFC Bank Ltd. ADR 40415F101 960 23573SHR DEFINED 1,2,3,4 23573
HEADWATERS INC CV SR SUB NT 42210PAR3 4618 4346000PRN DEFINED 1,2,3,4 4346000
HELIX ENERGY SOLUTIONS CV SR UNSEC NT CPDI 42330PAG2 56444 45892000PRN DEFINED 1,2,3,4 45892000
HOLOGIC INC CV SR UNSEC NT SER-201436440AB7 38961 32179000PRN DEFINED 1,2,3,4 32179000
HOLOGIC INC CV SR UNSEC NT 2% MULT436440AC5 53272 50575000PRN DEFINED 1,2,3,4 50575000
HOLOGIC INC CV SR UNSEC NT MULTI-C436440AG6 4731 4500000PRN DEFINED 1,2,3,4 4500000
HOME INNS HTL MNGMT INC CV SR UNSEC NT 43713WAB3 10851 11974000PRN DEFINED 1,2,3,4 11974000
HORSEHEAD HOLDING CORP CV SR UNSEC NT 440694AB3 6038 5976000PRN DEFINED 1,2,3,4 5976000
INSULET CORPORATION CV SR UNSEC NT PNC 45784PAC5 21076 17741000PRN DEFINED 1,2,3,4 17741000
INTEGRA LIFESCIENCES HLD CV SR UNSEC NT 457985AK5 53856 52388000PRN DEFINED 1,2,3,4 52388000
INTEL CORP CV JR SUB NT CPDI PNC 458140AD2 37976 35725000PRN DEFINED 1,2,3,4 35725000
INTEL CORP CV JR SUB NT PNC CPDI 458140AF7 40459 33500000PRN DEFINED 1,2,3,4 33500000
INTERMUNE INC CV SR UNSEC NT PNC 45884XAE3 6645 7992000PRN DEFINED 1,2,3,4 7992000
INTEROIL CORP CV SR UNSEC NT PNC 460951AC0 5775 5900000PRN DEFINED 1,2,3,4 5900000
IXIA CV SR UNSEC NT 45071RAB5 23785 17927000PRN DEFINED 1,2,3,4 17927000
JAKKS PACIFIC INC CV SR UNSEC NT 47012EAD8 4999 5000000PRN DEFINED 1,2,3,4 5000000
JAMES RIVER COAL COMPANY CV SR UNSEC NT 470355AF5 3664 10850000PRN DEFINED 1,2,3,4 10850000
JAMES RIVER COAL COMPANY CV SR UNSEC NT 470355AH1 1936 9345000PRN DEFINED 1,2,3,4 9345000
JEFFERIES GROUP LLC CV SR UNSEC NT PNC 472319AG7 12212 11850000PRN DEFINED 1,2,3,4 11850000
JINKOSOLAR HOLDING CO LT CV SR UNSEC NT 144A 47759TAA8 1037 1653000PRN DEFINED 1,2,3,4 1653000
KB HOME CV SR UNSEC NT 48666KAS8 28806 26000000PRN DEFINED 1,2,3,4 26000000
KNIGHT CAPITAL GROUP INC CV SR SUB NT 499005AE6 6013 6000000PRN DEFINED 1,2,3,4 6000000
LAM RESEARCH CORP CV SR UNSEC NT 512807AJ7 16595 16250000PRN DEFINED 1,2,3,4 16250000
LAM RESEARCH CORP CV SR UNSEC NT SER B 512807AL2 34090 31794000PRN DEFINED 1,2,3,4 31794000
LEAP WIRELESS INTL INC CV SR UNSEC NT 521863AL4 6127 6000000PRN DEFINED 1,2,3,4 6000000
LEUCADIA NATL CORP CV SR SUB NT 527288AX2 1276 977000PRN DEFINED 1,2,3,4 977000
LEVEL 3 COMMUNICATIONS INC COMMON STOCK NEW 52729N308 20290 1000000SHR DEFINED 1,2,3,4 1000000
LIFEPOINT HOSPITALS INC CV SR SUB NT 53219LAH2 17109 15592000PRN DEFINED 1,2,3,4 15592000
LINEAR TECHNOLOGY CORP CV SR UNSEC NT CPDI TR535678AC0 8161 7590000PRN DEFINED 1,2,3,4 7590000
MCMORAN EXPLORATION CO CV SR UNSEC NT PNC 582411AM6 7942 7500000PRN DEFINED 1,2,3,4 7500000
Melco PBL Entertainment Melco PBL Entertainmen585464100 4926 292530SHR DEFINED 1,2,3,4 292530
MENTOR GRAPHICS CORP CV SUB UNSEC NT 587200AK2 57325 48556000PRN DEFINED 1,2,3,4 48556000
MERITAGE HOMES CORP CV SR UNSEC NT 59001AAR3 32032 28250000PRN DEFINED 1,2,3,4 28250000
MERITOR INC CV SR UNSEC STEP CPN N043353AH4 9775 12000000PRN DEFINED 1,2,3,4 12000000
MGIC INVESTMENT CORP COMMON STOCK 552848103 22275 4500000SHR DEFINED 1,2,3,4 4500000
MGIC INVESTMENT CORP CV SR UNSEC NT 552848AD5 20819 20935000PRN DEFINED 1,2,3,4 20935000
MGIC INVESTMENT CORP CV SR UNSEC NT 552848AE3 40792 40500000PRN DEFINED 1,2,3,4 40500000
MGM RESORTS INTL CV SR UNSEC NT 55303QAE0 79795 73365000PRN DEFINED 1,2,3,4 73365000
MICRON TECHNOLOGY INC CV SR UNSEC NT (EXCH) 595112AK9 10618 10000000PRN DEFINED 1,2,3,4 10000000
MICRON TECHNOLOGY INC CV SR UNSEC NT 2031A P595112AQ6 38540 33135000PRN DEFINED 1,2,3,4 33135000
MICRON TECHNOLOGY INC CV SR UNSEC NT 2031B P595112AR4 20497 17460000PRN DEFINED 1,2,3,4 17460000
Mobile Telesystems Mobile Telesystems OJS607409109 548 29381SHR DEFINED 1,2,3,4 29381
MOLINA HEALTHCARE INC CV SR UNSEC NT 60855RAA8 2480 2090000PRN DEFINED 1,2,3,4 2090000
MOLYCORP INC CV SR UNSEC NT 608753AA7 4084 6550000PRN DEFINED 1,2,3,4 6550000
MOLYCORP INC CV SR UNSEC NT PNC 608753AF6 720 1000000PRN DEFINED 1,2,3,4 1000000
MORGANS HOTEL GROUP CO CV SR SUB NT 61748WAB4 4921 5177000PRN DEFINED 1,2,3,4 5177000
NAVISTAR INTL CORP CV SR SUB NT 63934EAL2 47783 46534000PRN DEFINED 1,2,3,4 46534000
NOVAGOLD RESOURCES INC CV SR UNSEC NT 66987EAA5 6413 6350000PRN DEFINED 1,2,3,4 6350000
NRG ENERGY INC COMMON STOCK 629377508 24159 912000SHR DEFINED 1,2,3,4 912000
NUANCE COMMUNICATIONS CV SR UNSEC NT 67020YAF7 4663 4500000PRN DEFINED 1,2,3,4 4500000
NUVASIVE INC CV SR UNSEC NT 670704AC9 17529 18000000PRN DEFINED 1,2,3,4 18000000
OLD REPUBLIC INTL CORP CV SR UNSEC NT 680223AH7 36552 32323000PRN DEFINED 1,2,3,4 32323000
OMNICARE INC CV SR UNSEC NT SER-OCR681904AL2 15940 15815000PRN DEFINED 1,2,3,4 15815000
OMNICARE INC CV SR SUB NT CPDI PNC 681904AP3 118998 106810000PRN DEFINED 1,2,3,4 106810000
ON SEMICONDUCTOR CORP CV SR SUB NT 682189AG0 386 370000PRN DEFINED 1,2,3,4 370000
ON SEMICONDUCTOR CORP CV SR SUB NT SER-B 682189AH8 69161 60945000PRN DEFINED 1,2,3,4 60945000
Petrobras PETROLEO BRASILEIRO SA71654V408 6150 315855SHR DEFINED 1,2,3,4 315855
PHH CORP CV SR UNSEC NT 693320AN3 3331 3000000PRN DEFINED 1,2,3,4 3000000
PHOTRONICS INC CV SR UNSEC NT 719405AH5 13130 12541000PRN DEFINED 1,2,3,4 12541000
Posco Posco 693483109 709 8625SHR DEFINED 1,2,3,4 8625
PREFORMED LINE PRODUCTS CO COMMON STOCK 740444104 2487 35547SHR DEFINED 1,2,3,4 35547
PRICELINE.COM INC CV SR UNSEC NT 741503AQ9 59923 54075000PRN DEFINED 1,2,3,4 54075000
PROSPECT CAPITAL CORP CV SR UNSEC NT 74348TAD4 13095 12272000PRN DEFINED 1,2,3,4 12272000
PROVIDENCE SERVICE CORP CV SR SUB NT 743815AB8 14824 14537000PRN DEFINED 1,2,3,4 14537000
PULSE ELECTRONICS CORP COMMON STOCK 74586W106 15571 38446588SHR DEFINED 1,2,3,4 38446588
Qihoo 360 Technology Co Ltd Qihoo 360 Technology C74734M109 7657 257900SHR DEFINED 1,2,3,4 257900
RADIAN GROUP INC CV SR UNSEC NT 750236AK7 8955 7430000PRN DEFINED 1,2,3,4 7430000
RADIAN GROUP INC CV SR UNSEC NT PNC 750236AN1 31668 26250000PRN DEFINED 1,2,3,4 26250000
RAIT FINANCIAL TRUST CV SR UNSEC NT REIT 749227AA2 10821 8500000PRN DEFINED 1,2,3,4 8500000
RAMBUS INC CV SR UNSEC NT PNC 750917AC0 10172 10000000PRN DEFINED 1,2,3,4 10000000
REDWOOD TRUST INC CV SR UNSEC NT REIT 758075AB1 48224 43500000PRN DEFINED 1,2,3,4 43500000
RF MICRO DEVICES INC CV SUB NT 749941AJ9 10635 10500000PRN DEFINED 1,2,3,4 10500000
ROYAL GOLD INC CV SR UNSEC NT PNC 780287AA6 58529 55185000PRN DEFINED 1,2,3,4 55185000
RTI INTERNATIONAL METALS CV SR UNSEC NT 74973WAA5 45442 38975000PRN DEFINED 1,2,3,4 38975000
SAFEWAY INC COMMON STOCK 786514208 26350 1000000SHR DEFINED 1,2,3,4 1000000
SANDISK CORP CV SR UNSEC NT 80004CAC5 5079 5070000PRN DEFINED 1,2,3,4 5070000
SANDISK CORP CV SR UNSEC NT 80004CAD3 112088 86930000PRN DEFINED 1,2,3,4 86930000
Sociedad Quimica y Minera deSociedad Quimica y Min833635105 522 9061SHR DEFINED 1,2,3,4 9061
Southern Copper Corp Southern Copper Corp 84265V105 606 16014SHR DEFINED 1,2,3,4 16014
STANDARD PACIFIC CORP CV SR UNSEC NT 85375CBC4 23257 18033000PRN DEFINED 1,2,3,4 18033000
STERLITE INDUSTRIES LTD CV SR UNSEC NT PNC 859737AB4 21014 21403000PRN DEFINED 1,2,3,4 21403000
STEWART ENTERPRISES CV SR UNSEC NT 860370AH8 5583 5285000PRN DEFINED 1,2,3,4 5285000
STILLWATER MINING COMPANY CV SR UNSEC NT 86074QAL6 37485 31500000PRN DEFINED 1,2,3,4 31500000
SUNPOWER CORP CV SR UNSEC NT 867652AC3 9748 9688000PRN DEFINED 1,2,3,4 9688000
SUNPOWER CORP CV SR UNSEC NT 867652AE9 15418 15252000PRN DEFINED 1,2,3,4 15252000
Taiwan Semi. TAIWAN SEMICONDUCTOR S874039100 602 35070SHR DEFINED 1,2,3,4 35070
TAKE-TWO INTERACTIVE SOFTWARCV SR UNSEC NT 874054AC3 46886 40700000PRN DEFINED 1,2,3,4 40700000
Telecomunicacoes de Sao PaulTELEF BRASIL 87936R106 6195 257500SHR DEFINED 1,2,3,4 257500
Televisa GRUPO TELEVISA SA DE S40049J206 635 23900SHR DEFINED 1,2,3,4 23900
Ternium SA Ternium SA-Sponsored A880890108 610 25900SHR DEFINED 1,2,3,4 25900
THERAVANCE INC CV SUB NT 88338TAB0 26952 24500000PRN DEFINED 1,2,3,4 24500000
TMS INTERNATIONAL CORP-A COMMON STOCK 87261Q103 14454 1095000SHR DEFINED 1,2,3,4 1095000
TTM TECHNOLOGIES CV SR UNSEC NT 87305RAC3 14649 14643000PRN DEFINED 1,2,3,4 14643000
United Micro Elect. UNITED MICROELECTRONCS910873405 5015 2520221SHR DEFINED 1,2,3,4 2520221
UNITED TECHNOLOGIES CORP 7.50% CV MAND PFD EQUI913017117 41294 689950SHR DEFINED 1,2,3,4 689950
UNITED THERAPEUTICS CORP CV SR UNSEC NT 91307CAF9 51678 37610000PRN DEFINED 1,2,3,4 37610000
VECTOR GROUP LTD CV SR UNSEC VARIABLE N92240MAY4 25756 22000000PRN DEFINED 1,2,3,4 22000000
VISHAY INTERTECHNOLOGY INC COMMON STOCK 928298108 37428 2750000SHR DEFINED 1,2,3,4 2750000
VOLCANO CORP CV SR UNSEC NT 928645AB6 44823 45075000PRN DEFINED 1,2,3,4 45075000
WABASH NATIONAL CORP CV SR UNSEC NT 929566AH0 27427 22300000PRN DEFINED 1,2,3,4 22300000
WALTER INVESTMENT MGMT CV SR SUB NT 93317WAA0 34548 32000000PRN DEFINED 1,2,3,4 32000000
WEBMD HEALTH CORP CV SR UNSEC NT 94770VAF9 17505 18943000PRN DEFINED 1,2,3,4 18943000
WSP HOLDINGS LTD-ADR COMMON STOCK 92934F203 4353 1408800SHR DEFINED 1,2,3,4 1408800
XPO LOGISTICS INC CV SR UNSEC NT PNC 983793AA8 28412 23780000PRN DEFINED 1,2,3,4 23780000
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